I think, for the most part, the MythBusters do a very nice job of
staying safe. The seem to take all possible precautions. This can be a
difficult thing when they are exploring unknown phenomena.
It is very fortunate that there were no injuries.
I am fairly certain that cannons have been fired at this location
before. However, it is a bomb range and not an artillery range (I
think).

And now for some analysis. That is what you really want, right? In this case, I think there are a few questions to consider:

How fast was the muzzle speed of the cannon ball?
Why do cannon balls go so much farther than a bullet shot at the same speed?
How do you stop a cannon ball anyway?
How Fast?

I don’t know all the details of the cannon shot, but I can get a few details from the news video. First, it seems they have located the three things that the cannon ball struck. Here is a shot from the newscast.